5.95Open6.20Pre Close6 Volume419 Open Interest22.00Strike Price3.55KTurnover312.46%IV0.92%PremiumNov 8, 2024Expiry Date5.76Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.8418Delta0.0557Gamma2.67Leverage Ratio-0.1841Theta-0.0013Rho-2.25Eff Leverage0.0034Vega